Search Results - subject:"First Order Stochastic Dominance"

A practical assessment of risk-averse approaches in production lot-sizing problems

Alem, Douglas; Oliveira, Fabricio; Ruiz Peinado, Miguel … - In: International journal of production research 58 (2020) 9, pp. 2581-2603

Persistent link: https://www.econbiz.de/10012265256

Violations of first-order stochastic dominance as salience effects

Dertwinkel-Kalt, Markus; Köster, Mats - 2015

dominated choices. These violations of first-order stochastic dominance are framing effects, which expected utility theory …

Persistent link: https://www.econbiz.de/10011282533

Treatment response with social interactions: Partial identification via monotone comparative statics

Lazzati, Natalia - In: Quantitative Economics 6 (2015) 1, pp. 49-83

This paper studies (nonparametric) partial identification of treatment response with social interactions. It imposes conditions motivated by economic theory on the primitives of the model, that is, the structural equations, and shows that they imply shape restrictions on the distribution of...

Persistent link: https://www.econbiz.de/10011599671

Violations of first-order stochastic dominance as salience effects

Dertwinkel-Kalt, Markus; Köster, Mats - 2015

dominated choices. These violations of first-order stochastic dominance are framing effects, which expected utility theory …

Persistent link: https://www.econbiz.de/10011283731

Treatment response with social interactions : partial identification via monotone comparative statics

Lazzati, Natalia - In: Quantitative economics : QE ; journal of the … 6 (2015) 1, pp. 49-83

Persistent link: https://www.econbiz.de/10011757635

Farinelli and Tibiletti ratio and stochastic dominance

Guo, Xu; Niu, Cuizhen; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 3, pp. 201-213

Persistent link: https://www.econbiz.de/10012063313

A Dual Approach to Ambiguity Aversion

Bommier, Antoine - 2014

monotonicity with respect to first order stochastic dominance. I derive a representation result where ambiguous distributions of …

Persistent link: https://www.econbiz.de/10011753271

A dual approach to ambiguity aversion

Bommier, Antoine - 2014 - Dec. 2014

monotonicity with respect to first-order stochastic dominance. I derive a representation result where ambiguous distributions of …

Persistent link: https://www.econbiz.de/10011280266

Evenly Sensitive KS-type Inference on Distributions

Kaplan, David M.; Goldman, Matt - Economics Department, University of Missouri - 2013

we also provide), again obviating just-in-time simulation. The two-sample test may be interpreted as a test of first-order … stochastic dominance with the least favorable null. Simulations, empirical examples, and fully operational code are also provided …

Persistent link: https://www.econbiz.de/10011165843

New Evidence of Ethnic and Gender discriminations in the French Labor Market using experimental data: A ranking extension of correspondence testings

Duguet, Emmanuel; Parquet, Loïc Du; L'Horty, Yannick; … - HAL - 2012

propose to apply the first order stochastic dominance (FOSD) criterion to the ranking of the candidates, which appears to be …

Persistent link: https://www.econbiz.de/10010899398